Going from an AMD socket 939 single core CPU (forgot the exact one) to the i7 920, by far the most expensive part, not to mention CPU, I had ever bought, but it is still doing its thing, rock solid and my GPU is still holding it back.

My razer Naga mouse, I couldn't go back to playing an MMO without the buttons on the side anymore, I'd feel amputated.

Getting broadband wasn't as much a great investment as a complete and utter rewrite of history and everyday life for me, having experienced and "enjoyed" 56kbit speeds and the bill associated with downloading music over modem, it was and still is angelic. The only thing to compare to that shift in paradigm was getting 40/40mbit fiber optic internet for around 45 dollars a month.

While things like the first video cards, SSDs, and other big performance jump items are great, nothing can compare to the difference of using cable versus dialup.

I remember having 3-4 graphs on my screen playing the original Half-Life online; netgraph, etc. Tweaking things, exit game, try a new modem string (which you had to figure out without Google).... and then instant low ping with rarely an issue once I got broadband.